Delgado, Miguel A, Hidalgo, Javier and Velasco, Carlos (2009) Bootstrap assisted specification tests for the FARIMA model. In: Third Time Series conference, 2009-05-22 - 2009-05-23, Montréal, Canada.
Full text not available from this repository.Abstract
This article proposes omnibus bootstrap specification tests for the FARIMA model using statistics based on Bartlett's Tp
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Official URL: | http://www.cireq.umontreal.ca/home.html |
| Additional Information: | © 2009 The Authors |
| Divisions: | Economics STICERD |
| Subjects: | H Social Sciences > HB Economic Theory |
| JEL classification: | C - Mathematical and Quantitative Methods > C2 - Econometric Methods: Single Equation Models; Single Variables > C22 - Time-Series Models C - Mathematical and Quantitative Methods > C3 - Econometric Methods: Multiple; Simultaneous Equation Models; Multiple Variables; Endogenous Regressors > C31 - Cross-Sectional Models; Spatial Models; Treatment Effect Models |
| Date Deposited: | 19 Apr 2011 08:55 |
| Last Modified: | 15 Sep 2023 08:26 |
| URI: | http://eprints.lse.ac.uk/id/eprint/35738 |
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